Chapter 3:

Simplex methods [Big M

method and special cases]

Hamdy A. Taha, Operations Research: An introduction,

8th Edition

1
Mjdah Al Shehri
Mute ur call
 Simplex method when some
constraints are not “≤”
constraints
• We employ a mathematical “ trick” to jumpstart
the problem by adding artificial variables to the
equations.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 3

 Simplex method when some
constraints are not “≤”
constraints (cont.)
Example:

Max 16x1+15x2+20x3-18x4
ST
2x1 + x2 + 3x3 ≤ 3000 [1]
3x1 + 4x2 + 5x3 – 60x4 ≤ 2400 [2]
x4 ≤ 32 [3]
X2 ≥ 200 [4]
X1 + x2 + x3 ≥ 800 [5]
X1 – x2 –x3 =0 [6]
Xj ≥ 0 for all J

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 4

 Simplex method when some
constraints are not “≤”
constraints (cont.) We assign a very large negative
Example:
objective function coefficient ,
-M , ( +M for minimization
Max 16x1+15x2+20x3-18x4
problem) to each artificial variable
ST
2x1 + x2 + 3x3 ≤ 3000 [1]
3x1 + 4x2 + 5x3 – 60x4 ≤ 2400 [2]
x4 ≤ 32 [3] We add artificial :
X2 ≥ 200 [4] R4, R5, R6, respectively
X1 + x2 + x3 ≥ 800 [5] to the fourth, fifth, and
X1 – x2 –x3 =0 [6] sixth equations.
Xj ≥ 0 for all J

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 5

 Simplex method when some
constraints are not “≤”
constraints (cont.)
The solution
Max 16x1+15x2+20x3-18x4 –MR4 –MR5 –MR6
ST
2x1 + x2 + 3x3 + s1= 3000 [1]
3x1 + 4x2 + 5x3 – 60x4 + s2 = 2400 [2]
x4 + s3 = 32 [3]
X2 – s4 + R4 = 200 [4]
X1 + x2 + x3 – s5 + R5 = 800 [5]
X1 – x2 –x3 + R6= 0 [6]
Xj ≥ 0 , Sj ≥ 0, Rj ≥ 0 for all J
The simplex algorithm can then be used to solve this problem
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 6
 Solving For the optimal solution of
[Maximization] when there are
artificial variables
Example # 1:

MAX 2x1+ 5x2

ST
X1 ≥ 4
x1 + 4x2≤ 32
3x1+ 2x2 = 24

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 7

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
The Solution
• By adding the appropriate slack, surplus, and artificial
variables, we obtain the following:

MAX 2x1 + 5x2 –MR1 – MR3

ST
X1 – s1 + R1 =4
X1 + 4x2 + s2 = 32
3x1 + 2x2 + R3= 24

X1,x2,s1,s2,R1,R3 ≥ 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 8

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
The initial table :

Basis X1 X2 S1 S2 R1 R3 RHS
R1 1 0 -1 0 1 0 4
R1, S2, R3 are
S2 1 4 0 1 0 0 32 basic
variables.
R3 3 2 0 0 0 1 24
Z -2 -5 0 0 +M +M 0

• Make z consistent; (R1, R3) in z-row coefficient (+M,+M) it must be zero; By apply:

New z-row = old z-row + ( -M * R1 row – M * R3 row) MAX objective function

New z-row = old z-row + ( M * R1 row +M * R3 row) MIN objective function

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 9
 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
• Starting table:
Basis X1 X2 S1 S2 R1 R3 RHS
R1 1 0 -1 0 1 0 4
S2 1 4 0 1 0 0 32
R3 3 2 0 0 0 1 24
Z -2-4M -5-2M +M 0 0 0 -28M

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 10

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
• To determine Entering Variable; We should look to the largest negative
number in z-row.
Entering
Variable
Basis X1 X2 S1 S2 R1 R3 RHS
R1 1 0 -1 0 1 0 4
S2 1 4 0 1 0 0 32
R3 3 2 0 0 0 1 24
Z -2-4M -5-2M +M 0 0 0 -28M

Largest negative number

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 11

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
• Calculate the ratio; then, determine the smallest positive
number as Leaving Variable
Leaving
Variable
Basis X1 X2 S1 S2 R1 R3 RHS Ratio
R1 1 0 -1 0 1 0 4 4
S2 1 4 0 1 0 0 32 32
R3 3 2 0 0 0 1 24 8
Z -2-4M -5-2M +M 0 0 0 -28M

• Pivot element = ( 1, 0, -1, 0, 1, 0, 4)/ (1)

( 1, 0, -1, 0, 1, 0, 4)
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 12
 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
• First iteration
Entering Leaving
Variable Variable
Basi X1 X2 S1 S2 R1 R3 RHS Rat
s io
X1 1 0 -1 0 1 0 4 ….
S2 0 4 1 1 -1 0 28 28
R3 0 2 3 0 -3 1 12 4
Z 0 -5- -2- 0 2+4 0 8-12M
2M 3M M

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 13

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
• Second iteration
Entering Leaving
Variable Variable
Basis X1 X2 S1 S2 R1 R3 RHS Ratio
X1 1 2/3 0 0 0 1/3 8 12
S2 0 10/3 0 1 0 -1/3 24 7.2
S1 0 2/3 1 0 -1 1/3 4 6
Z 0 -11/3 0 0 M M+2/3 +16

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 14

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
• Third iteration
Basis X1 X2 S1 S2 R1 R3 RHS Ratio
X1 1 0 -1 0 1 0 4
S2 0 0 -5 1 5 -2 4
X2 0 1 3/2 0 -3/2 1/2 6
Z 0 0 11/2 0 M-11/2 M+5/6 38

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 15

 Solving For the optimal solution of
[Maximization] when there are
artificial variables (cont.)
points Classification Reason
X1=0, X2=0 Not Feasible R1, R3 both Positive (4, 24)
X1=4, X2=0 Not Feasible R3 positive= 12
X1=8, X2=0 Feasible but not optimal X2 is negative
X1=4, X2=6 Feasible and optimal All x1,X2 ≥0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 16

 Solving For the optimal solution of
[Minimization] when there are
artificial variables
Example # 2:

Min 4x1 + x2
ST
3x1+ x2 = 3
4x1 + 3x2 ≥ 6
X1+ 2x2 ≤ 4
X1, x2 ≥ 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 17
 Solving For the optimal solution of
[Minimization] when there are
artificial variables (cont.)
The Solution
• By adding the appropriate slack, surplus, and artificial
variables, we obtain the following:

Min 4x1 + x2 + MR1 + MR2

ST
3x1+ x2 + R1= 3
4x1 + 3x2 –s1 + R2 = 6
X1+ 2x2 + s2 = 4
X1, x2 , s1, s2, R1, R2≥ 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 18

 Solving For the optimal solution of
[Minimization] when there are
artificial variables (cont.)
• The initial table:
Basis X1 X2 S1 R1 R2 S2 RHS
R1 3 1 0 1 0 0 3
R2 4 3 -1 0 1 0 6
S2 1 2 0 0 0 1 4
Z -4 -1 0 -M -M 0 0

• New z-row = old z-row +( M * R1 row +M * R3

row)
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 19
 Solving For the optimal solution of
[Minimization] when there are
artificial variables (cont.) Leaving
• Starting table:
Entering
Variable

Variable
Basis X1 X2 S1 R1 R2 S2 RHS
R1 3 1 0 1 0 0 3
R2 4 3 -1 0 1 0 6
S2 1 2 0 0 0 1 4
Z -4+7M -1+4M -M 0 0 0 9M

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 20

 Solving For the optimal solution of
[Minimization] when there are
artificial variables (cont.)
• First iteration
Entering
Leaving
Variable
Variable
Basis X1 X2 S1 R1 R2 S2 RHS
X1 1 1/3 0 1/3 0 0 1
R2 0 5/3 -1 -4/3 1 0 2
S2 0 5/3 0 -1/3 0 1 3
Z 0 (1+5M)/3 -M (4-7M)/3 0 0 4+2M

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 21

 Solving For the optimal solution of
[Minimization] when there are
artificial variables (cont.)
• Second iteration
Entering
Leaving
Variable
Variable
Basis X1 X2 S1 R1 R2 S2 RHS
X1 1 0 1/5 3/5 -1/5 0 3/5
X2 0 1 -3/5 -4/5 3/5 0 6/5
S2 0 0 1 1 -1 1 1
Z 0 0 1/5 8/5 - M -1/5 -M 0 18/5

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 22

 Solving For the optimal solution of
[Minimization] when there are
artificial variables (cont.)
• Third iteration
Basis X1 X2 S1 R1 R2 S2 RHS
X1 1 0 0 2/5 0 -1/5 2/5
X2 0 1 0 -1/5 0 3/5 9/5
s1 0 0 1 1 -1 1 1
Z 0 0 0 7/5 – M -M -1/5 17/5

• Optimal solution : x1= 2/5, x2= 9/5, z= 17/5

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 23
 Simplex Algorithm – Special
cases
• There are four special cases arise in the use of
the simplex method.

1. Degeneracy
2. Alternative optima
3. Unbounded solution
4. Nonexisting ( infeasible ) solution

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 24

 Simplex Algorithm – Special cases
(cont.)
1. Degeneracy ( no improve in objective)

• It typically occurs in a simplex iteration when in the minimum

ratio test more than one basic variable determine 0, hence two
or more variables go to 0, whereas only one of them will be
leaving the basis.

• This is in itself not a problem, but making simplex iterations

from a degenerate solution may give rise to cycling, meaning
that after a certain number of iterations without improvement in
objective value the method may turn back to the point where it
started.
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 25
 Simplex Algorithm – Special cases
(cont.)
Example:
Max 3x1 + 9x2
ST
X1 + 4x2 ≤ 8
X1 + 2x2 ≤ 4
X1, x2 ≥ 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 26

 Simplex Algorithm – Special cases
(cont.)
The solution:
• The constraints:
X1 + 4x2 + s1= 8
X1 + 2x2 + s2= 4
X1, x2 ,s1,s2≥ 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 27

 Simplex Algorithm – Special cases
(cont.)

Entering Leaving
Variable Variable
Basis X1 X2 S1 S2 RHS
s1 1 4 1 0 8
s2 1 2 0 1 4
Z -3 -9 0 0 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 28

 Simplex Algorithm – Special cases
(cont.)

Entering Leaving
Variable Variable
Basis X1 X2 S1 S2 RHS
X2 1/4 1 1/4 0 2
s2 ½ 0 -1/2 1 0
Z -3/4 0 2/4 0 18

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 29

 Simplex Algorithm – Special cases
(cont.)

Basis X1 X2 S1 S2 RHS
X2 0 1 ½ -1/2 2
X1 1 0 -1 2 0
Z 0 0 3/2 3/2 18

• Same objective no change and improve ( cycle)

• It is possible to have no improve and no termination for
computation.
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 30
 Simplex Algorithm – Special cases
(cont.)
2. Alternative optima

• If the z-row value for one or more nonbasic

variables is 0 in the optimal tubule, alternate
optimal solution is exist.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 31

 Simplex Algorithm – Special cases
(cont.)
Example:

Max 2x1+ 4x2

ST
X1 + 2x2 ≤ 5
X1 + x2 ≤ 4
X1, x2 ≥0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 32

 Simplex Algorithm – Special cases
(cont.)
The solution

Max 2x1+ 4x2

ST
X1 + 2x2 + s1= 5
X1 + x2 + s2 = 4
X1, x2, s1, s2 ≥0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 33

 Simplex Algorithm – Special cases
(cont.)

Entering Leaving
Variable Variable
Basis X1 X2 S1 S2 RHS
s1 1 2 1 0 4
s2 1 1 0 1 5
Z -2 -4 0 0 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 34

 Simplex Algorithm – Special cases
(cont.)
• Optimal solution is 10 when x2=5/2, x1=0.

Basis X1 X2 S1 S2 RHS
x2 1/2 1 1/2 0 5/2
s2 1/2 0 -1/2 1 3/2
Z 0 0 2 0 10

• How do we know from this tubule that alternative optima

exist ?
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 35
 Simplex Algorithm – Special cases
(cont.)
• By looking at z-row coefficient of the nonbasic
variable.
Entering
Leaving
Variable
Variable
Basis X1 X2 S1 S2 RHS
x2 1/2 1 1/2 0 5/2
s2 1/2 0 -1/2 1 3/2
Z 0 0 2 0 10

• The coefficient for x1 is 0, which indicates that x1 can

enter the basic solution without changing the value of
z.
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 36
 Simplex Algorithm – Special cases
(cont.)
• The second alternative optima is:
Basis X1 X2 S1 S2 RHS
x2 0 1 1 -1 1
x1 1 0 -1 2 3
Z 0 0 2 0 10

• The new optimal solution is 10 when x1=3, x2=1

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 37
 Simplex Algorithm – Special cases
(cont.)
3. Unbounded solution

• It occurs when nonbasic variables are zero or

negative in all constraints coefficient (max) and
variable coefficient in objective is negative

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 38

 Simplex Algorithm – Special cases
(cont.)
Example

Max 2x1+ x2
ST
X1 – x2 ≤10
2x1 ≤ 40
X1, x2≥0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 39
 Simplex Algorithm – Special cases
(cont.)
The solution

Max 2x1+ x2
ST
X1 – x2 +s1= 10
2x1 +s2= 40
X1, x2,s1,s2≥0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 40
 Simplex Algorithm – Special cases
(cont.)
Basis X1 X2 S1 S2 RHS
x2 1 -1 1 0 10
x1 2 0 0 1 40
Z -2 -1 0 0 0

• All value if x2( nonbasic variable) either zero or negative.

• So, solution space is unbounded

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 41

 Simplex Algorithm – Special cases
(cont.)
4. Infeasible solution
• R coefficient at end ≠ 0

• This situation can never occur if all the

constraints are of the type “≤” with nonnegative
RHS

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 42